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~person:"Chen, Yi-Ting"
~subject:"Liquidity"
~subject:"Portfolio-Management"
~subject:"Volatility"
~type_genre:"Book section"
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Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
Sun, Edward W.
;
Kruse, Timm
;
Chen, Yi-Ting
- In:
Decision making and risk/return optimization in …
,
(pp. 315-347)
.
2019
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